Evgenii Veksin


He holds bachelor's degree in economics at Higher School of Economics (Moscow) with the focus on econometrical and instrumental courses. Secondly, he holds master's degree at Politecnico di Milano, finance track of "Management Engineering" program. He entered Iason in July 2022 being involved on the credit risk topics related to UniCredit Italia stress test project. During the 2023 he was working with the team related to internal GRisk models, particluarly, in LGD estimation and in the Dominance Analysis application.


LGD Stress Testing: a Bayesian Averaging Modeling Approach